MQL5 Programming Articles

In this article, I will create the functionality for tracking some chart object events — adding/removing symbol charts and chart subwindows, as well as adding/removing/changing indicators in chart windows.

There is currently a fair number of means for a comfortable remote monitoring of a trading account: mobile terminals, push notifications, working with ICQ. But it all requires Internet connection. This article describes the process of creating an Expert Advisor that will allow you to stay in touch with your trading terminal even when mobile Internet is not available, through calls and text messaging.

Two years ago in "The Last Crusade" we reviewed quite an interesting yet currently not widely used method for displaying market information - point and figure charts. Now I suggest you try to write a trading robot based on the patterns detected on the point and figure chart.

These series of articles will proposition that the MQL5 Wizard should be a mainstay for traders. Why? Because not only does the trader save time by assembling his new ideas with the MQL5 Wizard, and greatly reduce mistakes from duplicate coding; he is ultimately set-up to channel his energy on the few critical areas of his trading philosophy.

In this article, we will put into practice all the knowledge from this series. We will finally build a 100% automated and functional system. But before that, we still have to learn one last detail.

Do you know what a flowchart is? Can you use it? Do you think flowcharts are for beginners? I suggest that we proceed to this new article and learn how to work with flowcharts.

In this article we continue the development of the CArima class for building ARIMA models by adding intuitive methods that enable forecasting.

The article considers the development of an MQL5 Expert Advisor (EA) for MetaTrader 5 aimed at working on MOEX. The EA is to follow a grid strategy while trading on MOEX using MetaTrader 5 terminal. The EA involves closing positions by stop loss and take profit, as well as removing pending orders in case of certain market conditions.

We continue to study reinforcement learning methods. In the previous article, we got acquainted with the Deep Q-Learning method. In this method, the model is trained to predict the upcoming reward depending on the action taken in a particular situation. Then, an action is performed in accordance with the policy and the expected reward. But it is not always possible to approximate the Q-function. Sometimes its approximation does not generate the desired result. In such cases, approximation methods are applied not to utility functions, but to a direct policy (strategy) of actions. One of such methods is Policy Gradient.

The article deals with creating a collection class of indicator buffer objects. I am going to test the ability to create and work with any number of buffers for indicators (the maximum number of buffers that can be created in MQL indicators is 512).

With this article, I start the development of the chart object collection class. The class will store the collection list of chart objects with their subwindows and indicators providing the ability to work with any selected charts and their subwindows or with a list of several charts at once.

This article considers aspects of design and development of custom chart events system in the MQL5 environment. An example of an approach to the events classification can also be found here, as well as a program code for a class of events and a class of custom events handler.

In this article, I will consider the implementation of the independent dragging of any form objects using a mouse. Besides, I will complement the library by error messages and new deal properties previously implemented into the terminal and MQL5.

The hero of our interview Leonid Velichkovski (LeoV) has already participated in Automated Trading Championships. In 2008, his multicurrency neural network was like a bright flash in the sky, earning $110,000 in a certain moment, but eventually fell victim to its own aggressive money management. Two years ago, in his interview Leonid share his own trading experience and told us about the features of his Expert Advisor. On the eve of the ATC 2010, Leonid talks about the most common myths and misconceptions associated with neural networks.

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. At the end of the previous article, I suggested that it would be appropriate to allow manual use of the EA, at least for a while.